+92.9%
XLI vs ALHC
-28.9%
+121.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -5.9% | -1.0% | -4.9% | -5.9% |
| 3M | -0.3% | -10.2% | +9.9% | -0.3% |
| 6M | +0.1% | -28.3% | +28.4% | +1.1% |
| YTD | +13.6% | -31.4% | +45.0% | +14.8% |
| 1Y | +17.2% | -16.9% | +34.1% | +17.1% |
| 3Y | +68.2% | +135.5% | -67.3% | +53.2% |
| 5Y | +80.7% | -33.6% | +114.4% | +71.1% |
| All | +92.9% | -28.9% | +121.8% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling